Details about Hachmi Ben Ameur

Access statistics for papers by Hachmi Ben Ameur.

Last updated 2026-02-14. Update your information in the RePEc Author Service.

Short-id: pbe925

Working Papers

2023

1. Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic
   Post-Print, HAL View citations (1)
   See also Journal Article Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic, Review of Quantitative Finance and Accounting, Springer (2025) (2025)

2022

2. Crises and Uncertainty in the Economy
   Post-Print, HAL
3. When did global warming start? A new baseline for carbon budgeting
   Post-Print, HAL View citations (3)

2021

4. Conventional and Islamic stock market liquidity and volatility during COVID 19
   Post-Print, HAL View citations (1)
   See also Journal Article Conventional and Islamic stock market liquidity and volatility during COVID 19, Applied Economics, Taylor & Francis Journals (2021) View citations (2) (2021)
5. Does the Real Business Cycle Help Forecast the Financial Cycle?
   Post-Print, HAL
   See also Journal Article Does the Real Business Cycle Help Forecast the Financial Cycle?, Computational Economics, Springer (2022) View citations (1) (2022)

2020

6. Optimal Portfolio Positioning on Multiple Assets Under Ambiguity
   Post-Print, HAL
   See also Journal Article Optimal Portfolio Positioning on Multiple Assets Under Ambiguity, Computational Economics, Springer (2020) (2020)
7. Volatility transmission to the fine wine market
   Post-Print, HAL View citations (8)
   See also Journal Article Volatility transmission to the fine wine market, Economic Modelling, Elsevier (2020) View citations (11) (2020)

2018

8. Risk management of time varying floors for dynamic portfolio insurance
   Post-Print, HAL View citations (4)
   See also Journal Article Risk management of time varying floors for dynamic portfolio insurance, European Journal of Operational Research, Elsevier (2018) View citations (5) (2018)

2017

9. Does the equity premium puzzle persist during financial crisis? The case of the French equity market
   Post-Print, HAL View citations (1)
   See also Journal Article Does the equity premium puzzle persist during financial crisis? The case of the French equity market, Research in International Business and Finance, Elsevier (2017) View citations (5) (2017)
10. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (3)
    Also in Working Papers, HAL (2017)

2016

11. Financial market contagion and fine wines: the evidence of the ADCC GARCH model
    Post-Print, HAL View citations (3)
    See also Journal Article Financial market contagion and fine wines: the evidence of the ADCC GARCH model, International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd (2016) View citations (8) (2016)
12. Time-Varying Risk Premiums in the Framework of Wine Investment
    Post-Print, HAL View citations (4)
    See also Journal Article Time-Varying Risk Premiums in the Framework of Wine Investment*, Journal of Wine Economics, Cambridge University Press (2016) View citations (7) (2016)

2014

13. Portfolio insurance: Gap risk under conditional multiples
    Post-Print, HAL View citations (20)
    See also Journal Article Portfolio insurance: Gap risk under conditional multiples, European Journal of Operational Research, Elsevier (2014) View citations (22) (2014)
14. The effects of regulation and supervision on european banking profitability and risk: a panel data investigation
    Grenoble Ecole de Management (Post-Print), HAL
    Also in Post-Print, HAL (2014) View citations (1)

2013

15. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Grenoble Ecole de Management (Post-Print), HAL View citations (43)
    Also in Post-Print, HAL (2013) View citations (35)
    See also Journal Article Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations, Applied Economics, Taylor & Francis Journals (2013) View citations (48) (2013)
16. Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis
    Post-Print, HAL View citations (1)
    Also in Grenoble Ecole de Management (Post-Print), HAL (2013) View citations (1)
    See also Journal Article Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (1) (2013)
17. Optimal portfolio positioning under ambiguity
    Post-Print, HAL View citations (7)
    See also Journal Article Optimal portfolio positioning under ambiguity, Economic Modelling, Elsevier (2013) View citations (11) (2013)

2010

18. Behaviour towards Risk in Structured Portfolio Management
    Post-Print, HAL View citations (3)

Journal Articles

2026

1. Institutional Quality and Financial Development as Keys to Green Tech Innovation: New Global Evidence
   The Financial Review, 2026, 61, (1), 261-278
2. Towards a better understanding of financial and economic systems’ complexities: some new evidence coming from artificial intelligence, machine learning and big data advanced technologies
   Annals of Operations Research, 2026, 357, (1), 1-10

2025

3. Do ESG investments improve portfolio diversification and risk management during times of uncertainty
   Journal of International Financial Markets, Institutions and Money, 2025, 103, (C)
4. Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic
   Review of Quantitative Finance and Accounting, 2025, 65, (1), 149-183
   See also Working Paper Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic, Post-Print (2023) View citations (1) (2023)
5. Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models
   Annals of Operations Research, 2025, 345, (2), 979-1002
6. Understanding the drivers of energy capacity transitions: New evidence from a dual approach
   Energy Economics, 2025, 141, (C) View citations (1)

2024

7. Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization
   International Review of Financial Analysis, 2024, 94, (C) View citations (4)
8. Forecasting commodity prices: empirical evidence using deep learning tools
   Annals of Operations Research, 2024, 339, (1), 349-367 View citations (3)
9. Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition
   Annals of Operations Research, 2024, 341, (2), 757-779 View citations (6)
10. Operational research insights on risk, resilience & dynamics of financial & economic systems
    Annals of Operations Research, 2024, 334, (1), 1-6
11. Politically connected CEOs and risk-taking behaviour: comparative evidence from private and foreign-owned banks in China
    International Journal of Business Governance and Ethics, 2024, 18, (4/5), 522-553
12. Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences
    Journal of International Money and Finance, 2024, 142, (C) View citations (9)
13. What can we learn from the analysis of the fine wines market efficiency?
    International Journal of Finance & Economics, 2024, 29, (1), 703-718 View citations (2)

2023

14. Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
    Annals of Operations Research, 2023, 330, (1), 665-690 View citations (4)
15. Recent developments in exchange rate pass-through: What have we learned from uncertain times?
    Journal of International Money and Finance, 2023, 131, (C) View citations (7)
16. The Influence of Economic Policy Uncertainty and Business Cycles on Fine Wine Prices
    Computational Economics, 2023, 62, (2), 589-608

2022

17. Does the Real Business Cycle Help Forecast the Financial Cycle?
    Computational Economics, 2022, 60, (4), 1529-1546 View citations (1)
    See also Working Paper Does the Real Business Cycle Help Forecast the Financial Cycle?, Post-Print (2021) (2021)
18. Measuring extreme risk dependence between the oil and gas markets
    Annals of Operations Research, 2022, 313, (2), 755-772 View citations (6)
19. Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
    Annals of Operations Research, 2022, 313, (1), 171-189 View citations (10)
20. The Brexit impact on European market co-movements
    Annals of Operations Research, 2022, 313, (2), 1387-1403 View citations (4)

2021

21. Conventional and Islamic stock market liquidity and volatility during COVID 19
    Applied Economics, 2021, 53, (60), 6944-6963 View citations (2)
    See also Working Paper Conventional and Islamic stock market liquidity and volatility during COVID 19, Post-Print (2021) View citations (1) (2021)
22. Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market
    Economic Modelling, 2021, 99, (C) View citations (39)
23. Intraday spillover between commodity markets
    Resources Policy, 2021, 74, (C) View citations (10)

2020

24. Assessing downside and upside risk spillovers across conventional and socially responsible stock markets
    Economic Modelling, 2020, 88, (C), 200-210 View citations (11)
25. Optimal Portfolio Positioning on Multiple Assets Under Ambiguity
    Computational Economics, 2020, 56, (1), 21-57
    See also Working Paper Optimal Portfolio Positioning on Multiple Assets Under Ambiguity, Post-Print (2020) (2020)
26. Volatility transmission to the fine wine market
    Economic Modelling, 2020, 85, (C), 307-316 View citations (11)
    See also Working Paper Volatility transmission to the fine wine market, Post-Print (2020) View citations (8) (2020)

2019

27. Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets?
    The Energy Journal, 2019, 40, (2_suppl), 131-156 View citations (3)
28. Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
    Annals of Operations Research, 2019, 281, (1), 275-295 View citations (7)

2018

29. MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA
    Macroeconomic Dynamics, 2018, 22, (7), 1875-1903 View citations (5)
30. Measurement errors in stock markets
    Annals of Operations Research, 2018, 262, (2), 287-306 View citations (6)
31. OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION
    Economic Inquiry, 2018, 56, (1), 238-251
32. Risk management of time varying floors for dynamic portfolio insurance
    European Journal of Operational Research, 2018, 269, (1), 363-381 View citations (5)
    See also Working Paper Risk management of time varying floors for dynamic portfolio insurance, Post-Print (2018) View citations (4) (2018)

2017

33. Does Islamic banking performance vary across regions? A new puzzle
    Applied Economics Letters, 2017, 24, (8), 567-570 View citations (3)
34. Does the equity premium puzzle persist during financial crisis? The case of the French equity market
    Research in International Business and Finance, 2017, 39, (PB), 851-866 View citations (5)
    See also Working Paper Does the equity premium puzzle persist during financial crisis? The case of the French equity market, Post-Print (2017) View citations (1) (2017)
35. Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis
    Economic Modelling, 2017, 67, (C), 300-306 View citations (7)

2016

36. Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data
    Bankers, Markets & Investors, 2016, (141), 58-70 View citations (1)
37. Financial market contagion and fine wines: the evidence of the ADCC GARCH model
    International Journal of Entrepreneurship and Small Business, 2016, 29, (4), 583-601 View citations (8)
    See also Working Paper Financial market contagion and fine wines: the evidence of the ADCC GARCH model, Post-Print (2016) View citations (3) (2016)
38. Time-Varying Risk Premiums in the Framework of Wine Investment*
    Journal of Wine Economics, 2016, 11, (3), 355-378 View citations (7)
    See also Working Paper Time-Varying Risk Premiums in the Framework of Wine Investment, Post-Print (2016) View citations (4) (2016)

2014

39. Portfolio insurance: Gap risk under conditional multiples
    European Journal of Operational Research, 2014, 236, (1), 238-253 View citations (22)
    See also Working Paper Portfolio insurance: Gap risk under conditional multiples, Post-Print (2014) View citations (20) (2014)

2013

40. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations
    Applied Economics, 2013, 45, (24), 3412-3420 View citations (48)
    See also Working Paper Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations, Grenoble Ecole de Management (Post-Print) (2013) View citations (43) (2013)
41. Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis
    Applied Economics Letters, 2013, 20, (5), 499-503 View citations (1)
    See also Working Paper Do the US trends drive the UK-French market linkages?: empirical evidence from a threshold intraday analysis, Post-Print (2013) View citations (1) (2013)
42. Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ?
    Applied Economics Letters, 2013, 20, (18), 1673-1677
43. Optimal portfolio positioning under ambiguity
    Economic Modelling, 2013, 34, (C), 89-97 View citations (11)
    See also Working Paper Optimal portfolio positioning under ambiguity, Post-Print (2013) View citations (7) (2013)

Edited books

2022

1. Crises and Uncertainty in the Economy
   Springer Books, Springer

2021

2. Financial and Economic Systems:Transformations and New Challenges
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2010

1. Chapter 9 GARCH Models with CPPI Application
   A chapter in Nonlinear Modeling of Economic and Financial Time-Series, 2010, pp 187-205